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Mar 03, 2014

Eurex Group

Average daily volume of 7.9 million contracts at Eurex Group in February

In February 2014, the international derivatives markets of Eurex Group recorded an average daily volume of 7.9 million contracts (Feb 2013: 8.7 million). Of those, 5.4 million were Eurex Exchange contracts (Feb 2013: 6.3 million), and 2.6 million contracts were traded at the U.S.-based International Securities Exchange (ISE) (Feb 2013: 2.7 million). In total, 157.4 million contracts were traded, thereof 108.9 million at Eurex Exchange and 48.5 million at the ISE.

Eurex Exchange recorded in its equity index segment, the largest product segment, 50.7 million contracts compared with 56.9 million contracts in February 2013. Futures on the EURO STOXX 50® Index stood at 19.4 million contracts while 20.2 million options on this index were traded. Futures on the DAX totaled 2.1 million contracts while the DAX options reached another 3.0 million contracts. The Eurex KOSPI product reached 2.4 million contracts.

The equity derivatives (equity options and single stock futures) segment at Eurex Exchange reached 18.1 million contracts (Feb 2013: 21.8 million). Thereof, equity options totaled 14.1 million contracts and single stock futures equaled 4.1 million contracts.

The interest rate derivatives segment of Eurex achieved 38.5 million contracts (Feb 2013: 46.1 million). The Euro-Bund-Future reached 15.2 million contracts, the Euro-Bobl-Future 10.0 million contracts and the Euro-Schatz-Future 6.3 million contracts. The three Euro-BTP-futures totaled 1.2 million contracts. Roughly 1.2 million were traded in both Euro-OAT-Futures.

The Eurex segment dividend-based derivatives totaled approximately 660,000 contracts.

Eurex Repo, which operates Swiss Franc, Euro Repo and GC Pooling markets, recorded 228.3 billion euros average outstanding volume in all repo markets (Feb 2013: 213.0 billion euros). The secured money market GC Pooling grew by 4 percent and recorded an average outstanding volume of 156.5 billion euros. The Euro Repo Market increased by 43 percent and totaled an average outstanding volume of 41.7 billion euros (Feb 2013: 29.2 billion euros). The Swiss Franc Repo market reached 30.1 billion euros.

The monthly volume on the Power Derivatives Market of European Energy Exchange (EEX) amounted to 102.1 terawatt hours (TWh) in February 2014 (February 2013: 112.4 TWh). Furthermore, a volume of 20,000 Guarantees of Origin has been traded on the EEX Derivatives Market. On the EEX Natural Gas Spot and Derivatives Market the traded volume amounted to 17.5 TWh (February 2013: 8.0 TWh). In February, a volume of 76.9 million tonnes of CO2 was traded on the Spot and Derivatives Market for CO2 Emission Allowances compared with 66.3 million tonnes of CO2 in February 2013.

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